(I was asked this question by someone who wants to feature my blog on a "Best 100 Websites on Personal Development" site. Below is something quick that I came up with. What would your answer be? I'd love to hear it!)
I have tremendous respect for people who work to improve themselves. It requires a frank self-analysis of where our limitations are, and the determination to make a change for the better. My advice is to treat your self-improvement process as an experiment. Pick an area that you want to better, figure out something you might try changing to make an improvement, then test it out and see how it works for you. The key is that each of us is different, which means techniques and approaches that work for someone else may not work for us. We have to try things to learn whether they're right for us.
The second part of that advice is to keep working. Your job of learning is never done. Fortunately, no matter what your results, you can be guaranteed that 1) everything you try gives you a chance to get wiser, and 2) no matter what happens, you can get better at the process of self-discovery. That's what Think, Try, Learn is all about.